"Since we qualified, if you look at our results, it is nothing to shout about," the manager told British media.
"We went through a run of results where we were almost unbeatable but since then we have tailed off a bit. I'm not making any excuses. Sometimes with success comes a little bit of complacency. Subconsciously sometimes."
The Euros will be Wales' first major tournament appearance since the 1958 World Cup in Sweden after Coleman's team finished second in their qualifying group, earning themselves a spot in the 24-team finals starting on June 10.
"When the pressure is on, we have got to bring it. Everybody wants to talk about the (qualification) campaign, 1958 is a long time ago. But it is done. I'm extremely proud but it is not going to help us win the next game of football," Coleman added.
Wales face Slovakia, England and Russia in Group B, with their first match against the Slovaks in Bordeaux on June 11.
(Reporting by Ian Rodricks in Bengaluru; Editing by John O'Brien)
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